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US SWAPS: Spds tighter by the bell/off session narrows in 2s-10s, w/long end
extending lows late. Deal-tied flow in the mix, as well as 2-way 2s5s curve flow
on modest size, 2s10s steepeners. Earlier flow included, receiver in 2s
(2.8816-2.8812%) receiver in 5s (2.8805%-2.8748%), 5s9s steepener; earlier flow
includes payer in 5s (2.8714%). Latest spd levels:
* 2Y -0.50/22.31
* 5Y -0.25/13.75
* 10Y -0.38/6.25
* 30Y -1.12/-4.75